Sparse regular variation

1 July 2019

Papers citing "Sparse regular variation"

15 / 15 papers shown

Title
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast Nathan Huet Philippe Naveau Anne Sabourin 35 0 0 01 May 2025
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 47 3 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 49 5 0 02 Aug 2023
Inference for heavy-tailed data with Gaussian dependence Bikramjit Das 42 1 0 09 May 2023
On Regression in Extreme Regions Nathan Huet Stephan Clémençon Anne Sabourin 42 5 0 06 Mar 2023
High-dimensional variable clustering based on maxima of a weakly dependent random process Alexis Boulin Elena Di Bernardino Thomas Laloe Gwladys Toulemonde 45 1 0 02 Feb 2023
Graphical models for infinite measures with applications to extremes and Lévy processes Sebastian Engelke J. Ivanovs K. Strokorb 27 11 0 28 Nov 2022
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 50 4 0 23 Nov 2022
Spectral learning of multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 24 7 0 15 Nov 2021
Tail inverse regression for dimension reduction with extreme response Anass Aghbalou Franccois Portier Anne Sabourin Chen Zhou 39 7 0 30 Jul 2021
Concentration bounds for the empirical angular measure with statistical learning applications Stéphan Clémenccon Hamid Jalalzai Stéphane Lhaut Anne Sabourin Johan Segers 34 11 0 07 Apr 2021
Spherical clustering in detection of groups of concomitant extremes V. Fomichov J. Ivanovs 53 6 0 23 Oct 2020
Feature Clustering for Support Identification in Extreme Regions Hamid Jalalzai Rémi Leluc 28 2 0 13 Aug 2020
Multivariate sparse clustering for extremes Nicolas Meyer Olivier Wintenberger 36 8 0 23 Jul 2020
Sparse Structures for Multivariate Extremes Sebastian Engelke J. Ivanovs 35 76 0 25 Apr 2020